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AutoTS - Shaded area under Date/Time Sampling

DREnthusiast
NiCd Battery

In the UI shown below (attached image), what does the shaded area in the backtests & holdout partitions represent?

 

I'm a bit confused as the label, on the legend above it, mentions that it is Available Training Data, yet is not actually being used to train the model?

 

If someone  could clear this confusion, or point to me some resource that can resolve this issue, I would be grateful!

 

Thanks!

 

Screen Shot 2020-11-09 at 1.32.17 PM.png

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1 Reply
IraWatt
DC Motor

Hi @DREnthusiast,

Yes it is data which isn't being used for training. One reason for doing this is patterns in data from a two years a go is less relevant then more recent data. Another reason is for cross validation each validation set must be different and to make each fold/backtest fairly comparable they should be trained on a equal amount of time (or same number of rows). To do this the available data is need for the later backtests to use. 

Of course this is very use case dependent and it may make sense to use all the data.